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Picking funds with confidence
Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - 2017
Persistent link: https://www.econbiz.de/10011653086
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Relative performance evaluation contracts and asset market equilibrium
Kapur, Sandeep; Timmermann, Allan - 2003
Persistent link: https://www.econbiz.de/10001797255
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Picking funds with confidence
Grønborg, Niels S.; Lunde, Asger; Timmermann, Allan; … - In: Journal of financial economics 139 (2021) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
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Network centrality and delegated investment performance
Rossi, Alberto; Blake, David; Timmermann, Allan; Tonks, Ian - In: Journal of financial economics 128 (2018) 1, pp. 183-206
Persistent link: https://www.econbiz.de/10011971020
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Runs on money market funds
Schmidt, Lawrence; Timmermann, Allan; Wermers, Russ - 2014
Persistent link: https://www.econbiz.de/10010363565
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Runs on money market mutual funds
Schmidt, Lawrence; Timmermann, Allan; Wermers, Russ - In: The American economic review 106 (2016) 9, pp. 2625-2657
Persistent link: https://www.econbiz.de/10011582095
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Forecasting stock returns under economic constraints
Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013
Persistent link: https://www.econbiz.de/10009734264
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Have risk premia vanished?
Smith, Simon C.; Timmermann, Allan - In: Journal of financial economics 145 (2022) 2,2, pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
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Have risk premia vanished?
Smith, Simon C.; Timmermann, Allan - 2021
Persistent link: https://www.econbiz.de/10012508216